+396.0%
NVDA vs NEM
+248.5%
+147.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | +2.8% | +10.0% | -7.2% | +1.3% |
| 3M | +7.4% | +30.9% | -23.5% | +3.0% |
| 6M | +22.6% | +10.5% | +12.1% | +19.6% |
| YTD | +20.1% | +29.7% | -9.7% | +15.0% |
| 1Y | +31.2% | +71.1% | -40.0% | +22.0% |
| All | +396.0% | +248.5% | +147.5% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling